5.40Open2.75Pre Close1 Volume75 Open Interest62.50Strike Price540.00Turnover46.78%IV1.57%PremiumDec 20, 2024Expiry Date4.49Intrinsic Value100Multiplier17DDays to Expiry0.91Extrinsic Value100Contract SizeAmericanOptions Type-0.7462Delta0.0548Gamma11.05Leverage Ratio-0.0497Theta-0.0188Rho-8.24Eff Leverage0.0407Vega